+2.0%
RDW vs PPG
-22.8%
+24.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.4% | -2.7% | -2.6% |
| 7D | +0.9% | -6.2% | +7.1% | +5.4% |
| 30D | -21.3% | -7.9% | -13.3% | -16.7% |
| 3M | -37.9% | -10.2% | -27.6% | -33.7% |
| 6M | +12.3% | +2.7% | +9.6% | +9.7% |
| YTD | +39.7% | +4.9% | +34.9% | +31.8% |
| 1Y | +25.7% | -3.2% | +28.9% | +24.9% |
| 3Y | +230.8% | -17.0% | +247.8% | +258.4% |
| 5Y | -8.8% | -23.3% | +14.6% | -5.1% |
| All | +2.0% | -22.8% | +24.8% | +6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PPG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling